+862.0%
FTI vs TAP
-1.4%
+863.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +5.4% | -6.3% | +11.7% | +6.6% |
| 30D | -8.2% | +2.7% | -10.9% | -9.1% |
| 3M | -13.7% | -3.7% | -10.0% | -13.5% |
| 6M | -11.2% | -2.0% | -9.2% | -11.7% |
| YTD | +46.0% | -12.3% | +58.3% | +48.7% |
| 1Y | +51.8% | -10.1% | +61.9% | +53.5% |
| 3Y | +206.7% | -25.3% | +232.0% | +222.5% |
| 5Y | +862.0% | -1.9% | +864.0% | +740.6% |
| All | +862.0% | -1.4% | +863.4% | +740.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling